optimal linear filtering [自] 最优线性滤波
As an application of filtering theory, we study one kind of partially observed linear quadratic recursive optimal control problem.
作为滤波理论的应用，我们研究了一类部分可观测的递归线性二次最优控制问题。
Combining the separation principle with a direct construction method, we get the optimal control which is the linear feedback of the state filtering estimation.
结合分离原理和一种直接构造的方法，我们得到了显式的最优控制，它是状态滤波估计的线性反馈。
Finally, a theoretically optimal structure of GPS carrier tracking loop based on maximum likelihood estimation and linear Kalman filtering is proposed in this dissertation.
文章最后基于最大似然估计和线性卡尔曼滤波方法提出了一种理论上的最佳GPS载波跟踪环结构设计方案。
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